-91.8%
LCID vs ACM
-9.6%
-82.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.2% | -11.1% | -11.2% |
| 7D | +9.2% | +5.1% | +4.1% | +5.8% |
| 30D | -3.0% | +18.7% | -21.7% | -13.1% |
| 3M | -50.2% | +15.5% | -65.7% | -54.8% |
| 6M | -45.8% | +1.2% | -47.0% | -46.4% |
| YTD | -69.2% | -25.2% | -44.0% | -63.1% |
| 1Y | -80.4% | -46.3% | -34.1% | -69.7% |
| All | -91.8% | -9.6% | -82.2% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling